My players quake when I have about 20 d6 sitting on the table. Or occassionally I'll put the Orcus miniature behind me on the shelf so it can stare at them. Freaked them out when it sat there for about ten sessions, became a joke, then I actually put it on the battle mat.
As for books, my players are most afraid of the PHB, because it means I've been focusing on special maneuvers in the Combat chapter.